Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47335.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45940.69 Kr¶

PnL: ---------------------------------------> -947.88 Kr¶

DD now: ---------------------------------> -2.661 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 11:08:22.396676'

Anic Portfolio¶

Today¶

Return: -0.208 %¶

This Week¶

Return: -1.205 %¶

Total¶

Return: 54.965 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 14.810000 794.000000 121.000000 17.980000 673.000000
FM Mattsson Mora Group B 50 -0.170000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 1.290000 3452.000000 75.000000 2.220000 3377.000000
Intrum 4 7.660000 570.800000 43.800000 8.310000 527.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.260000 391.000000 36.000000 10.140000 355.000000
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Corem Property Group B 59 -2.580000 601.210000 24.210000 4.200000 576.999999
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Norva24 Group 16 1.870000 556.480000 13.480000 2.480000 543.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Swedbank A 3 -0.880000 574.650000 10.650000 1.890000 564.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.440000 576.240000 6.240000 1.090000 570.000000
Coor Service Management Hold. 8 0.220000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
Nordea Bank Abp 29 -0.590000 3448.680000 -5.320000 -0.150000 3453.999992
CTEK 13 -0.390000 527.020000 -6.980000 -1.310000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Beijer Electronics Group 26 -6.460000 2938.000000 -33.000000 -1.110000 2971.000006
Essity B 2 -3.860000 537.600000 -36.400000 -6.340000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Essity A 4 -3.760000 1076.000000 -73.000000 -6.350000 1149.000000
Vivesto 1368 0.050000 533.790000 -79.210000 -12.920000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.770000 1413.900000 -250.100000 -15.030000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45940.690000 -947.880000 -2.66137% 46888.564618

Updated:¶

'2023-01-26 11:08:35.262271'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶